Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489709.6151 | 361106.1984 | 128603.4168 | 184812.9325 | 50376.4034 | 134436.5291 |
Total P&L (%) | 489.7096 | 361.1062 | 128.6034 | 184.8129 | 50.3764 | 134.4365 |
Avg Daily Profit (%) | 0.3313 | 0.2443 | 0.087 | 0.0708 | 0.0276 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208814 | -112332 | -110081 | -1900456 | -1315420 | -602919 |
Profit Factor | 1.7246 | 2.146 | 1.3565 | 1.0463 | 1.0248 | 1.0687 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 47.5177 | 42.8571 | 52.1127 | 47.5177 | 42.8571 | 52.1127 |
Ratio Avg Win / Avg Loss | 1.9048 | 2.8614 | 1.2465 | 1.1556 | 1.3664 | 0.982 |
Largest Winning Trade | 283554 | 283554 | 60267 | 968445 | 968445 | 329054 |
Largest Losing Trade | -60393 | -28322 | -60393 | -395483 | -356119 | -395483 |
Avg Bars in Trades | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Winners | 25 | 21 | 29 | 25 | 21 | 29 |
Avg Bars in Losers | 15 | 13 | 18 | 15 | 13 | 18 |
Bars Traded | 2878 | 1162 | 1716 | 2878 | 1162 | 1716 |
Profit Streak | 15.8555 | 25.3555 | 15.8555 | 15.8555 | 25.3555 | 15.8555 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459654 | -84333 | -161910 | -267161 | -446968 | -348131 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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